Thanks ever so much. This article saved me. Oddly enough the location that was set within Word (shown at File>Options>Save>Autorecover File Location) which showed as C:\Users\Myname\AppData\Roaming\Microsoft\Word\ had nothing in it.

But going to File>Info> Manage Versions>Recover Unsaved Documents opened a different folder - C:\Users\Myname\AppData\Local\Microsoft\Office\Uns avedFiles And there was my file, saved with its heading used as a filename. Thank heavens.

Presumably the location for autorecover is only used for versions saved between normal saves. As I hadn't yet saved the file there was nothing there.

Hope this helps someone else:
If you haven't yet saved a file, the autorecover version won't be in the place specified in Word, but you can get it using the menu File>Info> Manage Versions>Recover Unsaved Documents